+40.1%
PYPL vs EQNR
+416.8%
-376.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -2.3% | +6.4% | -8.7% | -3.6% |
| 30D | -9.0% | +10.4% | -19.4% | -11.0% |
| 3M | +30.6% | +23.1% | +7.5% | +24.2% |
| 6M | +18.6% | +36.3% | -17.7% | +8.9% |
| YTD | -7.2% | +96.0% | -103.1% | -22.3% |
| 1Y | -19.3% | +94.2% | -113.5% | -32.4% |
| 3Y | -12.3% | +75.3% | -87.5% | -26.4% |
| 5Y | -80.9% | +187.2% | -268.1% | -87.0% |
| All | +40.1% | +416.8% | -376.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling